Vasiliki Skintzi
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Vasiliki |
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Skintzi |
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Affiliations
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University of the Peloponnese
/ Department of Economics
Research profile
author of:
- Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers (RePEc:eee:finana:v:35:y:2014:i:c:p:118-127)
by Andrikopoulos, Andreas & Angelidis, Timotheos & Skintzi, Vasiliki - Realized hedge ratio: Predictability and hedging performance (RePEc:eee:finana:v:45:y:2016:i:c:p:121-133)
by Markopoulou, Chrysi E. & Skintzi, Vasiliki D. & Refenes, Apostolos-Paul N. - Determinants of stock-bond market comovement in the Eurozone under model uncertainty (RePEc:eee:finana:v:61:y:2019:i:c:p:20-28)
by Skintzi, Vasiliki D. - Volatility spillovers and dynamic correlation in European bond markets (RePEc:eee:intfin:v:16:y:2006:i:1:p:23-40)
by Skintzi, Vasiliki D. & Refenes, Apostolos N. - On the predictability of model-free implied correlation (RePEc:eee:intfor:v:32:y:2016:i:2:p:527-547)
by Markopoulou, Chryssa & Skintzi, Vasiliki & Refenes, Apostolos - Evaluation of correlation forecasting models for risk management (RePEc:jof:jforec:v:26:y:2007:i:7:p:497-526)
by Vasiliki D. Skintzi & Spyros Xanthopoulos-Sisinis - High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers (RePEc:oup:jfinec:v:15:y:2017:i:1:p:62-105.)
by Simona Boffelli & Vasiliki D. Skintzi & Giovanni Urga - Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers (RePEc:pra:mprapa:40003)
by Andrikopoulos, Andreas & Angelidis, Timotheos & Skintzi, Vasiliki - Determinants of stock-bond market comovement in the Eurozone under model uncertainty (RePEc:pra:mprapa:78278)
by Skintzi, Vasiliki - Macroeconomic attention and commodity market volatility (RePEc:spr:empeco:v:67:y:2024:i:5:d:10.1007_s00181-024-02613-z)
by Fameliti Stavroula & Skintzi Vasiliki - Statistical and economic performance of combination methods for forecasting crude oil price volatility (RePEc:taf:applec:v:54:y:2022:i:26:p:3031-3054)
by Stavroula P. Fameliti & Vasiliki D. Skintzi - Uncertainty indices and stock market volatility predictability during the global pandemic: evidence from G7 countries (RePEc:taf:applec:v:56:y:2024:i:19:p:2315-2336)
by Stavroula P. Fameliti & Vasiliki D. Skintzi - Predictive ability and economic gains from volatility forecast combinations (RePEc:wly:jforec:v:39:y:2020:i:2:p:200-219)
by Stavroula P. Fameliti & Vasiliki D. Skintzi - Implied correlation index: A new measure of diversification (RePEc:wly:jfutmk:v:25:y:2005:i:2:p:171-197)
by Vasiliki D. Skintzi & Apostolos‐Paul N. Refenes